+107.7%
T vs SNAP
-46.7%
+154.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -2.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | +11.4% | +2.6% | +8.7% | +11.4% |
| 3M | +14.3% | -9.9% | +24.2% | +14.2% |
| 6M | -9.3% | +1.9% | -11.1% | -9.1% |
| YTD | +7.1% | -32.2% | +39.3% | +7.4% |
| 1Y | -9.1% | -22.8% | +13.8% | -8.9% |
| All | +107.7% | -46.7% | +154.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling